I thing that as long as we have a way to customize the looking of widgets inside a theme, no problem removing that. I mean, if Yii looks inside themes/themename/components/views to render the widget view, cannot see why to keep the feature.

To sum it up, I have also never used it and performance matters too much, agreed removing feature!

I never used skins before as I stated in my previous comment, but they are used in the project I started to work on recently, so I'd like to add a bit changed opinion

I should admit, it's a very convenient feature in some cases, though, if it degrades performance significantly, I still think it's better to get rid of it, at least in such implementation.
Also, occasionally I found this really nice article by Dana Luther, which describes possible skin usages. This article made me to think one more time if there's definitly no need in skins .